-5.9%
JD vs FICO
-59.4%
+53.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | -4.1% | +2.2% | -6.3% | -4.1% |
| 30D | +4.6% | +0.1% | +4.5% | +4.6% |
| 3M | -4.7% | -35.2% | +30.4% | -5.1% |
| 6M | -17.4% | -32.4% | +15.0% | -17.4% |
| YTD | +0.7% | -57.4% | +58.1% | +2.8% |
| 1Y | -5.9% | -58.5% | +52.7% | -3.2% |
| All | -5.9% | -59.4% | +53.6% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling